-96.9%
SABS price history and return analytics
+80.0%
-176.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.3% |
| 7D | -2.2% | -0.7% | -1.5% | -1.5% |
| 30D | +9.9% | -1.7% | +11.6% | +11.7% |
| 3M | -17.3% | -2.3% | -15.0% | -15.5% |
| 6M | -16.4% | +1.5% | -17.9% | -16.9% |
| YTD | -16.8% | +12.0% | -28.9% | -23.7% |
| 1Y | -4.9% | +12.9% | -17.8% | -13.3% |
| 3Y | -67.9% | +74.9% | -142.9% | -79.3% |
| 5Y | -96.7% | +59.9% | -156.6% | -97.9% |
| All | -96.9% | +80.0% | -176.9% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling